It isn't so much that it is important not to do so as much as it not being helpful if you do. If your operating system is crashed, then how can you read the critical system files from any external media? So backing up such files may not be helpful. However, if you do back them up in an easily readable format, you might be able to enter the console ("DOS") mode and manually copy specific critical files by hand and fix the problem.
Another possible problem is if you back up the system files, do a Windows update, and then restore the out of date system files over top of the newer ones while restoring user data. This not only puts the older files back and causes whatever vulnerabilities or problems that were fixed, but also cause confusion for the Windows Update process. The system may report the correct files but you have the incorrect files. Plus if you get a mixture of new and old system files, instability or crashes may occur.
System State Data
It's call System State Data
Its very important to have a backup. The Windows Server Backup saves all your files, documents, pictures, info, videos and all the other stuff you have on your computer.
Server backup software backups and protects all the important files stored on your Windows Server system such as mission critical business files, shared images, shared media files, documents and all system information.
Windows Server Backup utility
Acronis Backup and Restore is a reliable Windows server backup solution, though it is costly. Other solutions include programs such as Symantec Backup Exec, Carbonite, and Windows NT Backup.
You'd want to verify a backup in order to be sure that you can actually restore backed-up data when you need it.
Windows XP provide " Windows Backup and Restore" a In build utility for creating backup. I will create backup of your vital files, documents, folders, songs, videos, and other data. this utility create .bkf backup files.
No they are not compatable with windows XP pro Backup Utility.
Backup and Restore Center
It's more convenient and safer that you use an external HDD and always keep important files saved as they are created, in folders.
The files which store the copy of your original data are called backup files. In windows backup files are created by NTbackup utility and windows backup and restore utilities. These backup files have .bkf file extension.